Search for: All records

Continuous-time dynamics models, e.g., neural ordinary differential equations, enable accurate modeling of underlying dynamics in time-series data. However, employing neural networks for parameterizing dynamics makes it challenging for humans to identify dependence structures, especially in the presence of delayed effects. In consequence, these models are not an attractive option when capturing dependence carries more importance than accurate modeling, e.g., in tsunami forecasting. In this paper, we present a novel method for identifying dependence structures in continuous-time dynamics models. We take a two-step approach: (1) During training, we promote weight sparsity in the model’s first layer during training. (2) We prune the sparse weights after training to identify dependence structures. In evaluation, we test our method in scenarios where the exact dependence structures of time-series are known. Compared to baselines, our method is more effective in uncovering dependence structures in data even when there are delayed effects. Moreover, we evaluate our method to a real-world tsunami forecasting, where the exact dependence structures are unknown beforehand. Even in this challenging scenario, our method still effective learns physically-consistent dependence structures and achieves high accuracy in forecasting.